Classroom Workshops in NYC

Get past all the hype around blockchains and gain a definitive understanding of the current state, as well as realistic...

Asset Allocation and Portfolio Construction is a 2-day program focusing on the latest trends in quantitative modeling for asset allocation...

In January 2016, the Basel Committee on Banking Supervision issued a standards document commonly referred to as the Fundamental Review...

Despite the very well-known facts that dependencies in financial markets are time-variable and can have a major impact on the...

Factor models and factor-based investing are changing the way institutional investment managers construct portfolios and analyze risk. This hands-on program...

Interest rate modelling has changed dramatically since the start of the financial crisis in 2007. Most of the derivative models...

Money market interest rates are at the very core of financial markets – they are highly important to all market...

Interest Rate Derivatives are an essential part of the financial marketplace. This programme will equip you to use, price, manage...

This program gives you a deep understanding of the key differences between volatility models and their implications for trading and...

This course explains in detail a range of convertible securities, their applications and trading strategies (with special attention to hybrids...

This is a 3-day course covering corporate bonds and credit derivatives, from plain vanilla credit default swaps (single names and...

This is a three day in-depth course on best practice liquidity management for banks. Liquidity stress testing forms the backbone...

Strategic Asset-Liability Management (ALM) can significantly improve financial performance by delivering a better balance between returns and risks across a...

This two-day program focuses on Bank Stress-Testing from a US bank perspective (including foreign banks active in the US). The...

Applying theory to practice takes its best form in this cutting-edge program. Options risk management can be very challenging in...

Interest Rate Options are an essential part of the derivatives marketplace. This course will equip you to use, price, manage...

This course provides a detailed overview of the emerging field of Trade Surveillance. After Day 1 participants will be able...

Current regulation requires that OTC derivative markets implement bilateral margin rules with the requirements applying to virtually all significant OTC...

After a number of years of stagnant prices, commodities have experienced many changes over the last 15 months: with the...

The market for inflation derivatives and other index-linked products is constantly evolving. This program covers the mechanics of the instruments,...